This research compares four machine learning techniques: linear regression, support vector regression, random forests, and artificial neural networks, with regard to the determination of mechanical stress in power transformer winding conductors due to three-phase electrical faults. The accuracy compared with finite element results was evaluated for each model. The input data were the transient electrical fault currents of power system equivalents with impedances from low to high values. The output data were the mechanical stress in the conductors located in the middle of the winding. To simplify the design, only one hyperparameter was varied on each machine learning technique. The random forests technique had the most accurate results. The highest errors were found for low-stress values, mainly due to the high difference between maximum and minimum stresses, which made the training of the machine learning models difficult. In the end, an accurate model that could be used in the continuous monitoring of mechanical stress was obtained.